<ol>
  <li>
    Gao, Lei and Han, Yufeng and Li, Sophia Zhengzi and Zhou, Guofu, Market Intraday Momentum (June 19, 2017). 
    <a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2440866">Online copy</a>
  </li>
</ol>